 | Up a level |
Andrei, Daniel; Cujean, Julien; Wilson, Mungo (2023). The Lost Capital Asset Pricing Model. Review of Economic Studies, 90(6), pp. 2703-2762. Oxford University Press 10.1093/restud/rdad013
Andrei, Daniel; Cujean, Julien (2017). Information percolation, momentum and reversal. Journal of financial economics, 123(3), pp. 617-645. Elsevier 10.1016/j.jfineco.2016.05.012
